+5.2%
AVTR vs TMF
-82.9%
+88.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +7.4% | +1.0% | +6.4% | +7.4% |
| 30D | +12.2% | -1.8% | +14.1% | +12.2% |
| 3M | +57.4% | -8.2% | +65.6% | +57.6% |
| 6M | +86.7% | -19.5% | +106.2% | +87.2% |
| YTD | +33.1% | -16.0% | +49.0% | +33.4% |
| 1Y | +16.1% | -22.5% | +38.6% | +16.6% |
| 3Y | -24.6% | -42.3% | +17.7% | -24.6% |
| 5Y | -63.5% | -87.7% | +24.2% | -66.1% |
| All | +5.2% | -82.9% | +88.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling